Wenpin Tang

Finite and infinite weighted exchangeable sequences

2023 · arXiv (Cornell University)

Motivated by recent interests in predictive inference under distribution shift, we study the problem of approximating finite weighted exchangeable sequences by a mixture of finite sequences with independent terms. Various bounds are derived in terms …

Transaction fee mechanism for Proof-of-Stake protocol

2023 · arXiv (Cornell University)

We study a mechanism design problem in the blockchain proof-of-stake (PoS) protocol. Our main objective is to extend the transaction fee mechanism (TFM) recently proposed in Chung and Shi (SODA, p.3856-3899, 2023), so as to …

Regret of exploratory policy improvement and $q$-learning

2024 · arXiv (Cornell University)

We study the convergence of $q$-learning and related algorithms introduced by Jia and Zhou (J. Mach. Learn. Res., 24 (2023), 161) for controlled diffusion processes. Under suitable conditions on the growth and regularity of the …